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Abstract

The theory of Shannon entropy was applied to the Choi-Williams time-frequency distribution (CWD) of time series in order to extract entropy information in both time and frequency domains. In this way, four novel indexes were defined: (1) partial instantaneous entropy, calculated as the entropy of the CWD with respect to time by using the probability mass function at each time instant taken independently; (2) partial spectral information entropy, calculated as the entropy of the CWD with respect to frequency by using the probability mass function of each frequency value taken independently; (3) complete instantaneous entropy, calculated as the entropy of the CWD with respect to time by using the probability mass function of the entire CWD; (4) complete spectral information entropy, calculated as the entropy of the CWD with respect to frequency by using the probability mass function of the entire CWD. These indexes were tested on synthetic time series with different behavior (periodic, chaotic and random) and on a dataset of electroencephalographic (EEG) signals recorded in different states (eyes-open, eyes-closed, ictal and non-ictal activity). The results have shown that the values of these indexes tend to decrease, with different proportion, when the behavior of the synthetic signals evolved from chaos or randomness to periodicity. Statistical differences (p-value < 0.0005) were found between values of these measures comparing eyes-open and eyes-closed states and between ictal and non-ictal states in the traditional EEG frequency bands. Finally, this paper has demonstrated that the proposed measures can be useful tools to quantify the different periodic, chaotic and random components in EEG signals.
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